Rodyti trumpą aprašą

dc.contributor.authorMaknickienė, Nijolė
dc.contributor.authorMaknickas, Algirdas
dc.date.accessioned2024-05-29T12:44:10Z
dc.date.available2024-05-29T12:44:10Z
dc.date.issued2012
dc.identifier.isbn9786094571169en_US
dc.identifier.issn2029-4441en_US
dc.identifier.urihttps://etalpykla.vilniustech.lt/handle/123456789/154314
dc.description.abstractExpert methods, which widely applied for human decision making, were employed for neural networks. It was developed an exchange rates prediction and trading algorithm with using of experts information processing techniques - Delphi method and prediction compatibility. Proposed algorithm limited to eight experts. Each of experts represented recurrent neural network, Evolino-based Long Short-Term Memory (LSTM) by using of genetic learning algorithm, EVOlution of recurrent systems with LINear Outputs (EVOLINO). Statistical investigation of offered algorithm shows the significantly increase of the reliability of prediction. Developed algorithm was applied for trading of historical forex exchange rates. Obtained test trading results were presented.en_US
dc.format.extent6 p.en_US
dc.format.mediumTekstas / Texten_US
dc.language.isoenen_US
dc.relation.urihttps://etalpykla.vilniustech.lt/handle/123456789/154267en_US
dc.source.urihttp://old.konferencijos.vgtu.lt/bm.vgtu.lt/public_html/index.php/bm/bm_2012/paper/view/62en_US
dc.subjectfinancial marketen_US
dc.subjectpredictionen_US
dc.subjectDelfi methoden_US
dc.subjectcompatibilityen_US
dc.subjectreliabilityen_US
dc.titleApplication of neural network for forecasting of exchange rates and forex tradingen_US
dc.typeKonferencijos publikacija / Conference paperen_US
dcterms.accessRightsLaisvai prieinamas / Openly availableen_US
dcterms.accrualMethodRankinis pateikimas / Manual submissionen_US
dcterms.alternativeFinance engineeringen_US
dcterms.issued2012-05-11
dcterms.references29en_US
dc.description.versionTaip / Yesen_US
dc.contributor.institutionVilniaus Gedimino technikos universitetasen_US
dc.contributor.institutionVilnius Gediminas Technical Universityen_US
dc.contributor.facultyVerslo vadybos fakultetas / Faculty of Business Managementen_US
dcterms.sourcetitle7th International Scientific Conference “Business and Management 2012”en_US
dc.identifier.eissn2029-929Xen_US
dc.publisher.nameVilnius Gediminas Technical Universityen_US
dc.publisher.nameVilniaus Gedimino technikos universitetasen_US
dc.publisher.countryLithuaniaen_US
dc.publisher.countryLietuvaen_US
dc.publisher.cityVilniusen_US
dc.identifier.doihttps://doi.org/10.3846/bm.2012.017en_US


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